Conference

Dependence Modeling in Finance, Insurance and Environmental Science

May 17-19, 2016 in Garching-Forschungszentrum

In our complex and interrelated world, taking care of dependence is a key task for success in stochastic modeling. The copula framework takes a pivotal role in this area. The conference will bring together researchers from different methodological view points and application areas to provide an up to date forum on dependence modeling and their challenges in view of big data issues. This conference is a continuation of workshops held in Delft (2007, 2008), Oslo (2009), Munich (2011), and Beijing (2014). While the first workshops were focused on vine copulas (vine-copula.org), the theme of the last workshop was much broader. This workshop is intended to continue with this broader view.

  

Confirmed Invited Speakers

  

Conference Program and Book of Abstracts

The conference program can be found here.

The book of abstracts can be found here.

 

 

Conference Slides and Photos

Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM
Andreas Heddergott/TUM

The slides and photos can be downloaded here:

Please note that these files are protected by a password.

 

Short Lectures

Two short lectures (The R-package VineCopula and the Rearrangement Algorithm: Theory and Practice) will be arranged on the afternoon of May 19, 2016 directly following the conference. The targeted audience includes advanced PhD students and junior faculty.

Short lecture program

  

Registration

The registration deadline for the conference has passed.

  

Scientific Organizers

C. Czado and M. Scherer

  

Local Organizers

B. Haas, M. Killiches and D. Mueller